Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47601.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46206.42 Kr¶

PnL: ---------------------------------------> -682.15 Kr¶

DD now: ---------------------------------> -2.115 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 14:23:54.401559'

Anic Portfolio¶

Today¶

Return: -0.797 %¶

This Week¶

Return: -0.65 %¶

Total¶

Return: 55.835 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.360000 2800.000000 164.000000 6.220000 2636.000010
Beijer Electronics Group 26 -3.080000 3109.600000 138.600000 4.670000 2971.000006
Corem Property Group B 59 -1.580000 623.040000 46.040000 7.980000 576.999999
AcadeMedia 12 -0.200000 601.200000 44.200000 7.940000 557.000004
MedCap 2 -0.430000 463.000000 42.000000 9.980000 421.000000
Resurs Holding 22 0.770000 608.300000 34.300000 5.980000 573.999998
HMS Networks 2 -1.450000 706.800000 33.800000 5.020000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -2.290000 387.900000 32.900000 9.270000 355.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Boozt 12 -0.500000 1680.000000 26.000000 1.570000 1653.999996
Norva24 Group 16 -0.340000 562.880000 19.880000 3.660000 543.000000
Intrum 4 -0.330000 544.600000 17.600000 3.340000 527.000000
Swedbank A 3 2.080000 580.350000 16.350000 2.900000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 0.680000 583.920000 13.920000 2.440000 570.000000
SAAB B 8 -0.420000 3388.800000 11.800000 0.350000 3377.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.730000 542.800000 10.800000 2.030000 532.000000
Eastnine 4 -1.570000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.190000 248.400000 2.400000 0.980000 246.000000
Nordea Bank Abp 29 0.350000 3456.220000 2.220000 0.060000 3453.999992
Handelsbanken A 5 0.140000 546.750000 0.750000 0.140000 546.000000
Creaspac SPAC 6 -0.520000 573.600000 -3.400000 -0.590000 577.000002
CTEK 13 -1.650000 527.800000 -6.200000 -1.160000 533.999999
Midsona B 63 -0.440000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -1.600000 554.200000 -19.800000 -3.450000 574.000000
International Petroleum Corp. 5 -2.260000 562.000000 -32.570000 -5.480000 594.565215
Essity A 4 -1.770000 1112.000000 -37.000000 -3.220000 1149.000000
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -1.090000 545.560000 -67.440000 -11.000000 612.999432
Axfood 13 -1.070000 3621.800000 -134.200000 -3.570000 3756.000001
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Fasadgruppen Group 35 1.700000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 -3.390000 2813.200000 -548.800000 -16.320000 3361.999992
TOTAL 46206.420000 -682.150000 -2.11497% 46888.564618

Updated:¶

'2023-01-24 14:24:09.289457'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶